Search Results - subject:"sample entropy"

Cross-sample entropy of foreign exchange time series

Liu, Li-Zhi; Qian, Xi-Yuan; Lu, Heng-Yao - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 21, pp. 4785-4792

/USD, NOK/USD, CAD/USD, JPY/USD, KRW/USD, SGD/USD, THB/USD and TWD/USD for a period from 1995 to 2002. Cross-SampEn (cross-sample … entropy) method is used to compare the returns of every two exchange rate time series to assess their degree of asynchrony …

Persistent link: https://www.econbiz.de/10010873140

The evolutionary synchronization of the exchange rate system in ASEAN+6

Feng, Xiaobing; Hu, Haibo; Wang, Xiaofan - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 24, pp. 5785-5793

have increased. Cross sample entropy and cross entropy approaches are also applied to examine the synchrony behavior among …

Persistent link: https://www.econbiz.de/10010588520

Censored Kullback-Leibler Information and Goodness-of-Fit Test with Type II Censored Data

Lim, Jonggun; Park, Sangun - In: Journal of Applied Statistics 34 (2007) 9, pp. 1051-1064

The Kulback-Leibler information has been considered for establishing goodness-of-fit test statistics, which have been shown to perform very well (Arizono & Ohta, 1989; Ebrahimi et al., 1992, etc). In this paper, we propose censored Kullback-Leibler information to generalize the discussion of the...

Persistent link: https://www.econbiz.de/10005639838